+26.4%
AGNC vs ACI
-39.5%
+65.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.8% |
| 7D | -4.7% | -3.7% | -0.9% | -4.3% |
| 30D | -5.7% | +0.6% | -6.3% | -5.8% |
| 3M | +1.9% | -20.3% | +22.2% | +4.2% |
| 6M | +1.8% | -24.7% | +26.5% | +4.6% |
| YTD | +3.4% | -27.2% | +30.7% | +6.6% |
| 1Y | +13.6% | -32.7% | +46.3% | +18.3% |
| 3Y | +60.4% | -43.9% | +104.3% | +70.8% |
| All | +26.4% | -39.5% | +65.9% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling